Monday 25 February 2013 17.59 EST
First published on Monday 25 February 2013 17.59 EST

Swansea City were in the midst of their Capital One Cup celebrations when Michu turned to the man who brought him to the club last summer, Michael Laudrup, and begged him to stick around for European football. By contrast, more seasoned Swansea players were notably phlegmatic about their manager's future. It was not a lack of feeling for the Danish legend – a team effort was required to throw him into the Wembley air after all – but absolute faith in the foundations of the club that shaped their post-cup final version of "Que Sera, Sera". It is not intended for the progress that the chairman, Huw Jenkins, has orchestrated to halt now.

Swansea were unaccustomed to the expectation that followed them into Sunday's final against League Two Bradford City but they are familiar with losing managers and their best players. Nothing has interrupted their 10-year progress from relegation candidates to the Conference to being an attractive, cup-winning Premier League team.

Last summer it was the manager Brendan Rodgers and Joe Allen who left for Liverpool. The harsh reality of this season's improvement is renewed doubt over Laudrup's future, although the manager insists the final 12 months of his contract will be honoured, and that of 19-goal Michu and the central defender Ashley Williams, who is now wanted at Anfield.

It is the club model that Premier League rivals should covet most, however. The south Wales club made a £14.6m profit from its inaugural season in the Premier League last year. That enabled investment in a soon-to-be-opened training complex for the first and youth teams, while the promise of a second season in the top flight triggered a planning application to increase the Liberty Stadium's capacity by 10,000 to over 30,000 seats.

Wages accounted for a healthy 52% of a £65m turnover thanks to a salary cap that ensures no Swansea player earns more than £35,000 a week. They are all on heavily incentivised contracts and win bonuses of £5,000 a game are attractive even by Premier League standards. Then there is the playing philosophy insisted upon by Jenkins, chairman of a board made up entirely of Swansea fans, with the Supporters' Trust that helped save the club in 2002 still retaining a 20% stake. Insistence on a passing style shaped the successive appointments of Roberto Martínez, Paulo Sousa, Rodgers and Laudrup as manager and also minimised the disruption when the Dane's predecessors departed.

Nathan Dyer, a £400,000 signing from Southampton in 2009 and man of the match at Wembley, said: "The chairman has had four managers since I've been at the club. He's brought in the right guy every time. We've never taken a step backwards. He knows what he's doing.

"I didn't have any fears for this season when Brendan Rodgers left. Not at all. I didn't see how that can happen. It's not going to completely change. No matter who comes in, the chairman has a philosophy about how he wants to play football. He will find the right man to take it forward.

"Every manager brings in different things. Michael Laudrup was an amazing player. The experience and knowledge he's brought has been unbelievable. It's about having the right manager but at the end of the day we still have the players who can play football. It's not like just because we lose a manager we are going to be fighting relegation. That makes no sense. Whoever takes charge and does well is going to attract bigger clubs."

Swansea have the attraction of Europe to assist transfer negotiations this summer although, as Dyer points out and Sunday's immaculate display illustrated, the gradual improvement of the squad is under way. "I think we've already shown we can attract better players," said the source of two goals and one almighty penalty strop against Bradford. "With the likes of Michu, Pablo [Hernández] and Chico [Flores] that we brought in, it's not as though we are attracting smaller players. It's not about getting the biggest players, it's about getting the right players for our team and the way we play."

Jenkins revised Rodgers's contract at Swansea, one that included a £5m release clause, just months before the manager joined Liverpool. He is seeking similar protection from Laudrup, whom he hopes to secure on a new two-year deal, and gave Michu a new four-year contract in January. Swansea are insured against losses but are now seeking greater stability.

As Garry Monk, the club captain, explained: "For a number of years now we have lost our manager after a successful period and have managed to bounce back. Hopefully that doesn't happen again. It's important to the club that we get some longevity, and continuity would be nice for the club. It's important. But we've lost managers in the past and maintained our standards and, if anything, we have improved."

Hot Swans who are in demand

Michael Laudrup The Dane has enjoyed a sensational first season in charge at Swansea, and having initially had his managerial credentials questioned following brief spells at Getafe, Spartak Moscow and Mallorca, the 48-year-old is now being linked with Manchester United and Real Madrid. A poll in the Spanish sports daily AS showed 73% of Real fans want Laudrup to replace José Mourinho at the Bernabéu next season.

Michu Without doubt the Spaniard is the Premier League's bargain buy of the season. He cost only £2m from Rayo Vallecano in the summer and has gone on to score 19 goals already, including Swansea's second in their mauling of Bradford. Tall, strong, creative and with an eye for goal, Michu appears to be the complete centre-forward and it appears inevitable that sizable bids will come in for the 26-year-old.

Ashley Williams Aside from being accused by Sir Alex Ferguson of setting out to "kill" Robin van Persie, the Swansea captain has been the recipient of plaudit after plaudit this season, one in which he has established himself among the most dominant central defenders in the Premier League. Williams, who is also the Wales captain, has been at Swansea since 2008 and may feel this summer is the best time for him to pursue a move to a bigger club.

Michel Vorm Technically Vorm is not one of Swansea's League Cup heroes given Gerhard Tremmel played ahead of him in goal throughout the successful campaign, and this has also been a season of frustration for the Dutchman due to a groin injury that kept him out of action for long spells. But the 29-year-old remains Swansea's No1 and is a goalkeeper who continues to attract interest from other clubs, with Liverpool's Brendan Rodgers believed to be among his admirers.

Jonathan De Guzman He may not be Nathan Dyer's favourite person right now but there is no doubt that De Guzman has become a popular figure among fans. The problem is that he joined last summer on a season's loan from Villarreal and, given his performances in midfield for the League Cup winners, there is every chance the Spanish club will want him to return during the summer. Laudrup, if he stays, will try to make the 25-year-old's move a permanent one.